关键路径与随机串行生产线的灵敏度分析
Critical Path and Sensitivity Analysis of Stochastic Serial Production Lines
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摘要: 扰动分析是研究离散事件动态系统的有效方法,性能函数的可微性是应用该方法 的前提条件之一.利用关键路径的概念,证明了随机串行生产线稳态性能函数可微的充要条 件为系统的关键路径以概率1唯一;而且,当系统的关键路径以正概率不唯一时性能函数的方 向导数存在,进而给出了其方向导数的无偏估计量.最后指出应用扰动分析和非光滑分析方 法研究这类性能函数不可微系统的思路.Abstract: Perturbation analysis is an efficient method to study DEDS, whitch requires the differentiability of the performance function. In this paper, by using the notion of critical path, it is first proved that the steady-state performance function of a stochastic serial production line is differentiebleiff its critical path is unque w. p. 1. Moreover, it is shown that in the case of the critical path being not unque with postive probability, the one-sided derivatives of the performance function exist and their unbaised estimators are given. Finally, the method of parameters optimization of DEDS via perturbation analysis and nonsmooth optimization is outlined.
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Key words:
- Stochastic serial production line /
- critical path /
- nondifferentiability
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